Powers: Zoroaster can grow to enormous
size and strength. It can regenerate lost limbs, and is immune to
hellfire. Its strength and ability is presumably directly related
to the amount of power Diabolique has amassed. In its encounter
with Vengeance it appeared to have Class 25-50 strength.

(Marvel Comics Presents I#160-163) - Vengeance was battling her
other creation, Playmate, when Diabolique sensed the demon
sorceress Salome', and wished to find her. Diabolique took
Playmate with her and sent Zoroaster to attack Vengeance.
Vengeance was unable to gain any headway against it, until he
managed to throw it in front of a subway train. It was so
weakened after this impact that Vengeance was able to beat it to
death. Vengeance brought its form back to Diabolique, shocking
her, and then attacked her again.

Comments: Created by Chris Cooper and
Rurik Tyler.

I'm sure Diabolique can create another
Zoroaster any time she feels the urge.

Background information on the name
Zoroaster, courtesy of Per Degaton:
"Zoroaster was a historical Iranian religious leader.
Zoroastrianism is a small religion with about 140,000 members.
Yet its importance to humanity is much greater than its current
numbers might suggest, because: Their theology has had a great
impact on Judaism, Christianity and other later religions, in the
beliefs surrounding God and Satan, the soul, heaven and hell,
savior, resurrection, final judgment, etc.
It is one of the oldest religions still in existence, It may have
been the first monotheistic religion.
Thus, the Zoroaster story
influenced the Jesus story. The story of
Jesus eventually decimated Zoroastorianism; in
the seventh century AD, Arabs who were Muslims (and thus
believed in the virgin birth of Jesus) invaded
Persia, and that spelled more or less the end of Zoroastorianism.
Indeed, much of what later became known as Muslim culture,
architecture, writing and other skills, were taken from the
Persians into the rest of the Semitic speaking world
Persia is today a fanatical Muslim nation called Iran.http://www.religioustolerance.org/
ZARATHUSTRA AND HIS INFLUENCE ON CHRISTIANITY
The Persians built vast and very good roads for the efficient
administration of their huge empire, but are probably best
remembered for their religion called Zoroastrianism. Founded by a
prophet named Zarathustra, the basic religious concept of a never
ending battle between good and evil supernatural powers, was
later plagiarized by the early Christians (AND BY MARVEL COMICS,
FOR THAT MATTER!) and worked into the biblical New Testament (the
concepts of heaven and hell are not mentioned at all in the
Christian Old Testament)."

In addition, according to Rahf Tzeenj, Zarathustra is the topic of the same-titled book by
Neitszche or the classical musical piece {the famous theme music
from "2001:A Space Oddyssy"} "Also Sprach
Zarathustra."
Further, Zoroastrianism (itself sharing a common origin with
Hinduism) also features a deity that Conan fans may have
familiarity with: Mitra (aka Mithra and Mithras), whose worship
originated in Hinduism, spread to the Zoroastrians and eventually
made its way in to ancient Rome, eventually becoming the main
rival of Christianity during the Holy Roman Empire days.
Later Mitra myths even show him succeeding Zeus/Jupiter as head
of the Roman pantheon.

Zoroaster is pictured in Diabolique's entry in Mystic Arcana: The Book of Marvel Magic.

Clarifications:
No known connections to:

Zorozztor the Sage,
former guardian of the Crown of Wisdom (one of the
Cornerstones of Creation, @ Conan the Barbarian I#129